Alpha Architect Robust Portfolio vs US Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - June 2025 (~44 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1982/01 - 2025/06)
Inflation Adjusted:
Alpha Architect Robust Portfolio
1.00$
Invested Capital
July 1995
14.07$
Final Capital
June 2025
9.21%
Yearly Return
11.16%
Std Deviation
-44.20%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
July 1995
6.69$
Final Capital
June 2025
6.54%
Yearly Return
11.16%
Std Deviation
-45.12%
Max Drawdown
65months
Recovery Period
1.00$
Invested Capital
January 1982
93.94$
Final Capital
June 2025
11.01%
Yearly Return
10.84%
Std Deviation
-44.20%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1982
27.57$
Final Capital
June 2025
7.92%
Yearly Return
10.84%
Std Deviation
-45.12%
Max Drawdown
65months
Recovery Period
US Stocks Portfolio
1.00$
Invested Capital
July 1995
19.25$
Final Capital
June 2025
10.36%
Yearly Return
15.66%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
July 1995
9.15$
Final Capital
June 2025
7.66%
Yearly Return
15.66%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1982
120.46$
Final Capital
June 2025
11.64%
Yearly Return
15.38%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
January 1982
35.35$
Final Capital
June 2025
8.54%
Yearly Return
15.38%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period

As of June 2025, in the previous 30 Years, the Alpha Architect Robust Portfolio obtained a 9.21% compound annual return, with a 11.16% standard deviation. It suffered a maximum drawdown of -44.20% that required 42 months to be recovered.

As of June 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.36% compound annual return, with a 15.66% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Alpha Architect Robust Portfolio
Weight
(%)		 Ticker Name
30.00
MTUM
iShares Edge MSCI USA Momentum Fctr
10.00
VNQ
Vanguard Real Estate
7.50
DLS
WisdomTree International SmallCp Div
7.50
IJS
iShares S&P Small-Cap 600 Value
7.50
VTV
Vanguard Value
7.50
EFV
iShares MSCI EAFE Value
20.00
IEI
iShares 3-7 Year Treasury Bond
10.00
GSG
iShares S&P GSCI Commodity Indexed Trust
US Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VTI
Vanguard Total Stock Market
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1982/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Alpha Architect Robust
Alpha Architect 		1 $ 14.07 $ 1 307.16% 9.21%
US Stocks
 1 $ 19.25 $ 1 824.60% 10.36%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Alpha Architect Robust
Alpha Architect 		1 $ 6.69 $ 568.77% 6.54%
US Stocks
 1 $ 9.15 $ 814.70% 7.66%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Alpha Architect Robust
Alpha Architect 		1 $ 93.94 $ 9 294.16% 11.01%
US Stocks
 1 $ 120.46 $ 11 945.81% 11.64%
Jan 1982 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Alpha Architect Robust
Alpha Architect 		1 $ 27.57 $ 2 656.76% 7.92%
US Stocks
 1 $ 35.35 $ 3 434.90% 8.54%
Jan 1982 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~44Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_alpha_architect.webp Robust
Alpha Architect 		9.51 3.06 9.51 14.69 10.77 8.00 9.21 11.01
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		5.56 5.16 5.56 15.08 15.87 12.90 10.36 11.64
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1982 - 30 June 2025 (~44 years)
1 Year
5 Years
10 Years
30 Years
All (1982/01 - 2025/06)
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Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 14.69 15.08
Infl. Adjusted (%) 11.96 12.35
DRAWDOWN
Deepest Drawdown Depth (%) -3.45 -8.40
Start to Recovery (months) 3 7
Longest Drawdown Depth (%) -3.45 -8.40
Start to Recovery (months) 3 7
Longest Negative Period (months) 5 8
RISK INDICATORS
Standard Deviation (%) 8.55 12.72
Sharpe Ratio 1.17 0.82
Sortino Ratio 1.52 1.12
Ulcer Index 1.39 3.41
Ratio: Return / Standard Deviation 1.72 1.19
Ratio: Return / Deepest Drawdown 4.26 1.79
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.77 15.87
Infl. Adjusted (%) 5.97 10.86
DRAWDOWN
Deepest Drawdown Depth (%) -17.99 -24.81
Start to Recovery (months) 28 24
Longest Drawdown Depth (%) -17.99 -24.81
Start to Recovery (months) 28 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 12.04 16.49
Sharpe Ratio 0.67 0.80
Sortino Ratio 0.90 1.08
Ulcer Index 6.30 8.64
Ratio: Return / Standard Deviation 0.89 0.96
Ratio: Return / Deepest Drawdown 0.60 0.64
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 8.00 12.90
Infl. Adjusted (%) 4.81 9.57
DRAWDOWN
Deepest Drawdown Depth (%) -19.09 -24.81
Start to Recovery (months) 8 24
Longest Drawdown Depth (%) -17.99 -24.81
Start to Recovery (months) 28 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 11.53 15.89
Sharpe Ratio 0.54 0.70
Sortino Ratio 0.69 0.93
Ulcer Index 5.54 7.03
Ratio: Return / Standard Deviation 0.69 0.81
Ratio: Return / Deepest Drawdown 0.42 0.52
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 9.21 10.36
Infl. Adjusted (%) 6.54 7.66
DRAWDOWN
Deepest Drawdown Depth (%) -44.20 -50.84
Start to Recovery (months) 42 53
Longest Drawdown Depth (%) -44.20 -43.94
Start to Recovery (months) 42 67
Longest Negative Period (months) 62 139
RISK INDICATORS
Standard Deviation (%) 11.16 15.66
Sharpe Ratio 0.62 0.52
Sortino Ratio 0.79 0.68
Ulcer Index 8.38 14.32
Ratio: Return / Standard Deviation 0.83 0.66
Ratio: Return / Deepest Drawdown 0.21 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 11.01 11.64
Infl. Adjusted (%) 7.92 8.54
DRAWDOWN
Deepest Drawdown Depth (%) -44.20 -50.84
Start to Recovery (months) 42 53
Longest Drawdown Depth (%) -44.20 -43.94
Start to Recovery (months) 42 67
Longest Negative Period (months) 62 139
RISK INDICATORS
Standard Deviation (%) 10.84 15.38
Sharpe Ratio 0.68 0.52
Sortino Ratio 0.88 0.69
Ulcer Index 7.25 12.46
Ratio: Return / Standard Deviation 1.02 0.76
Ratio: Return / Deepest Drawdown 0.25 0.23
Metrics calculated over the period 1 January 1982 - 30 June 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1982 - 30 June 2025 (~44 years)
30 Years
(1995/07 - 2025/06)

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Robust US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-44.20 42 Nov 2007
Apr 2011
-43.94 67 Sep 2000
Mar 2006
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-19.09 8 Jan 2020
Aug 2020
-17.99 28 Nov 2021
Feb 2024
-17.57 5 Jul 1998
Nov 1998
-14.20 7 Oct 2018
Apr 2019
-13.76 10 May 2011
Feb 2012
-12.58 28 Feb 2001
May 2003
-11.72 9 Oct 2018
Jun 2019
-10.75 5 Jul 1998
Nov 1998
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 2000

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Robust US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-44.20 42 Nov 2007
Apr 2011
-43.94 67 Sep 2000
Mar 2006
-29.34 21 Sep 1987
May 1989
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-19.09 8 Jan 2020
Aug 2020
-18.97 17 Sep 1987
Jan 1989
-17.99 28 Nov 2021
Feb 2024
-17.57 5 Jul 1998
Nov 1998
-16.20 9 Jun 1990
Feb 1991
-14.20 7 Oct 2018
Apr 2019
-13.76 10 May 2011
Feb 2012
-12.58 28 Feb 2001
May 2003
-11.72 9 Oct 2018
Jun 2019

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 30 June 2025 (~44 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Robust US Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 9.51 -2.37 5.56 -8.31
2024
 13.94 -3.80 23.81 -4.34
2023
 8.53 -6.88 26.05 -9.11
2022
 -10.29 -17.33 -19.51 -24.81
2021
 17.40 -3.99 25.67 -4.46
2020
 7.53 -19.09 21.03 -20.84
2019
 20.35 -3.33 30.67 -6.45
2018
 -6.10 -11.72 -5.21 -14.20
2017
 18.49 0.00 21.21 0.00
2016
 8.13 -3.96 12.83 -5.73
2015
 -0.63 -6.68 0.36 -8.84
2014
 5.13 -2.85 12.54 -3.17
2013
 19.10 -2.13 33.45 -3.03
2012
 12.28 -6.42 16.45 -6.82
2011
 2.08 -13.76 0.97 -17.58
2010
 14.95 -9.68 17.42 -13.26
2009
 17.10 -18.31 28.89 -17.72
2008
 -29.35 -32.35 -36.98 -38.08
2007
 9.03 -3.32 5.37 -5.23
2006
 14.56 -2.50 15.69 -3.22
2005
 13.33 -2.38 6.31 -4.48
2004
 18.01 -4.18 12.79 -3.56
2003
 28.95 -2.12 30.75 -4.27
2002
 0.96 -8.47 -20.47 -27.18
2001
 -7.16 -12.58 -10.97 -23.65
2000
 9.39 -3.34 -10.57 -15.87
1999
 18.95 -2.74 23.81 -6.42
1998
 13.95 -10.75 23.26 -17.57
1997
 16.27 -2.68 30.99 -4.56
1996
 20.00 -2.93 20.96 -6.17
1995
 26.04 -0.64 35.79 -1.17
1994
 -1.64 -6.68 -0.17 -7.43
1993
 14.31 -2.17 10.62 -2.77
1992
 8.50 -1.40 9.11 -2.40
1991
 23.44 -3.45 32.39 -4.47
1990
 -1.58 -6.78 -6.08 -16.20
1989
 26.71 -1.47 28.12 -3.05
1988
 15.37 -2.21 17.32 -3.42
1987
 7.28 -18.97 2.61 -29.34
1986
 23.86 -4.64 14.57 -7.92
1985
 30.79 -1.26 31.27 -4.77
1984
 6.69 -5.23 2.19 -9.02
1983
 19.86 -1.91 22.66 -4.00
1982
 23.06 -3.32 20.50 -11.21
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